+8.4%
QLD vs DG
+40.4%
-32.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.2% | +4.6% | +6.7% |
| 7D | -1.4% | +0.7% | -2.1% | -1.4% |
| 30D | -19.6% | +7.4% | -27.0% | -19.7% |
| 3M | -14.1% | +8.5% | -22.6% | -14.4% |
| 6M | -13.6% | +21.9% | -35.5% | -15.4% |
| YTD | +12.5% | +4.9% | +7.6% | +12.3% |
| All | +8.4% | +40.4% | -32.0% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling